-9.0%
AUR vs SUI
+1.6%
-10.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.2% | -9.6% | -3.6% |
| 7D | -19.8% | +10.0% | -29.9% | -18.7% |
| 30D | -29.0% | +8.4% | -37.4% | -28.5% |
| 3M | -43.6% | +0.7% | -44.2% | -43.1% |
| 6M | -36.6% | -0.9% | -35.7% | -35.9% |
| YTD | +6.3% | +0.6% | +5.6% | +4.7% |
| 1Y | -9.0% | +0.8% | -9.8% | -11.6% |
| All | -9.0% | +1.6% | -10.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SUI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling